Multiple Linear Regression - Estimated Regression Equation |
Voeding-Mannen[t] = -680.485941116593 + 2.72524569486599`Landbouw-Mannen`[t] + e[t] |
Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | -680.485941116593 | 366.662006 | -1.8559 | 0.068551 | 0.034276 |
`Landbouw-Mannen` | 2.72524569486599 | 0.140154 | 19.4446 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.931128936563007 |
R-squared | 0.867001096504955 |
Adjusted R-squared | 0.864708011961937 |
F-TEST (value) | 378.093820895005 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 58 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 188.217027668222 |
Sum Squared Residuals | 2054687.67124708 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 6539 | 6418.77909400931 | 120.220905990687 |
2 | 6699 | 6628.62301251398 | 70.3769874860152 |
3 | 6962 | 6827.5659482392 | 134.434051760797 |
4 | 6981 | 6841.19217671353 | 139.807823286467 |
5 | 7024 | 6773.06103434188 | 250.938965658117 |
6 | 6940 | 6565.94236153207 | 374.057638467932 |
7 | 6774 | 6552.31613305774 | 221.683866942262 |
8 | 6671 | 6595.9200641756 | 75.0799358244062 |
9 | 6965 | 6909.32331908518 | 55.6766809148177 |
10 | 6969 | 7072.83806077714 | -103.838060777141 |
11 | 6822 | 6740.35808600349 | 81.641913996509 |
12 | 6878 | 6803.03873698541 | 74.9612630145912 |
13 | 6691 | 6860.2688965776 | -169.268896577594 |
14 | 6837 | 7331.73640178941 | -494.73640178941 |
15 | 7018 | 7432.57049249945 | -414.570492499452 |
16 | 7167 | 7476.17442361731 | -309.174423617308 |
17 | 7076 | 7200.92460843584 | -124.924608435843 |
18 | 7171 | 7015.60790118496 | 155.392098815044 |
19 | 7093 | 6871.16987935706 | 221.830120642942 |
20 | 6971 | 6639.52399529345 | 331.476004706550 |
21 | 7142 | 6781.23677142648 | 360.763228573519 |
22 | 7047 | 6740.35808600349 | 306.641913996509 |
23 | 6999 | 6762.16005156242 | 236.839948437581 |
24 | 6650 | 6492.36072777069 | 157.639272229314 |
25 | 6475 | 6421.50433970417 | 53.4956602958294 |
26 | 6437 | 6418.7790940093 | 18.2209059906953 |
27 | 6639 | 6530.51416749881 | 108.485832501190 |
28 | 6422 | 6478.73449929636 | -56.7344992963563 |
29 | 6272 | 6228.01189536869 | 43.9881046313144 |
30 | 6232 | 6012.71748547427 | 219.282514525727 |
31 | 6003 | 5871.00470934124 | 131.995290658759 |
32 | 5673 | 5639.35882527763 | 33.6411747223675 |
33 | 6050 | 6184.40796425083 | -134.407964250830 |
34 | 5977 | 6143.52927882784 | -166.52927882784 |
35 | 5796 | 5811.04930405419 | -15.0493040541896 |
36 | 5752 | 5843.75225239258 | -91.7522523925815 |
37 | 5609 | 5808.32405835932 | -199.324058359324 |
38 | 5839 | 6135.35354174324 | -296.353541743242 |
39 | 6069 | 6219.83615828409 | -150.836158284088 |
40 | 6006 | 6173.50698147137 | -167.506981471366 |
41 | 5809 | 5939.13585171289 | -130.135851712891 |
42 | 5797 | 5830.12602391825 | -33.1260239182515 |
43 | 5502 | 5481.2945749754 | 20.7054250245948 |
44 | 5568 | 5511.27227761893 | 56.727722381069 |
45 | 5864 | 5966.38830866155 | -102.388308661551 |
46 | 5764 | 5786.5220928004 | -22.5220928003957 |
47 | 5615 | 5661.16079083656 | -46.1607908365604 |
48 | 5615 | 5761.9948815466 | -146.994881546602 |
49 | 5681 | 5827.40077822339 | -146.400778223386 |
50 | 5915 | 6277.06631787627 | -362.066317876273 |
51 | 6334 | 6576.84334431153 | -242.843344311532 |
52 | 6494 | 6661.32596085238 | -167.325960852377 |
53 | 6620 | 6620.44727542939 | -0.447275429387657 |
54 | 6578 | 6435.1305681785 | 142.869431821499 |
55 | 6495 | 6350.64795163765 | 144.352048362345 |
56 | 6538 | 6478.73449929636 | 59.2655007036436 |
57 | 6737 | 6764.88529725728 | -27.8852972572850 |
58 | 6651 | 6696.75415488564 | -45.7541548856353 |
59 | 6530 | 6495.08597346555 | 34.9140265344477 |
60 | 6563 | 6631.34825820885 | -68.3482582088516 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.0628999590440095 | 0.125799918088019 | 0.93710004095599 |
6 | 0.230305108629044 | 0.460610217258089 | 0.769694891370956 |
7 | 0.135506143219711 | 0.271012286439422 | 0.864493856780289 |
8 | 0.102306117370197 | 0.204612234740394 | 0.897693882629803 |
9 | 0.0683293693746747 | 0.136658738749349 | 0.931670630625325 |
10 | 0.0705151934800804 | 0.141030386960161 | 0.92948480651992 |
11 | 0.0407251026391445 | 0.081450205278289 | 0.959274897360855 |
12 | 0.0218295342528045 | 0.043659068505609 | 0.978170465747195 |
13 | 0.051508424607804 | 0.103016849215608 | 0.948491575392196 |
14 | 0.135344911688740 | 0.270689823377481 | 0.86465508831126 |
15 | 0.144551033044048 | 0.289102066088095 | 0.855448966955952 |
16 | 0.185182365732348 | 0.370364731464696 | 0.814817634267652 |
17 | 0.175839177788649 | 0.351678355577297 | 0.824160822211351 |
18 | 0.244607034399061 | 0.489214068798122 | 0.755392965600939 |
19 | 0.282124477224012 | 0.564248954448023 | 0.717875522775989 |
20 | 0.338822807570688 | 0.677645615141375 | 0.661177192429312 |
21 | 0.546476251654459 | 0.907047496691081 | 0.453523748345541 |
22 | 0.652308533281114 | 0.695382933437771 | 0.347691466718885 |
23 | 0.696613422444616 | 0.606773155110768 | 0.303386577555384 |
24 | 0.734198051529046 | 0.531603896941909 | 0.265801948470954 |
25 | 0.808004766462004 | 0.383990467075992 | 0.191995233537996 |
26 | 0.852862030645593 | 0.294275938708813 | 0.147137969354407 |
27 | 0.852294075074966 | 0.295411849850069 | 0.147705924925034 |
28 | 0.878744159721962 | 0.242511680556075 | 0.121255840278038 |
29 | 0.901160991791156 | 0.197678016417688 | 0.0988390082088439 |
30 | 0.94454439886344 | 0.110911202273121 | 0.0554556011365605 |
31 | 0.96598279302537 | 0.0680344139492611 | 0.0340172069746305 |
32 | 0.97804685721996 | 0.0439062855600803 | 0.0219531427800402 |
33 | 0.980819645455291 | 0.0383607090894176 | 0.0191803545447088 |
34 | 0.984274567725745 | 0.0314508645485097 | 0.0157254322742548 |
35 | 0.98050559306138 | 0.0389888138772397 | 0.0194944069386199 |
36 | 0.976122862657654 | 0.0477542746846918 | 0.0238771373423459 |
37 | 0.979904770663912 | 0.0401904586721769 | 0.0200952293360884 |
38 | 0.991595908838778 | 0.0168081823224436 | 0.00840409116122178 |
39 | 0.988957069402686 | 0.0220858611946273 | 0.0110429305973136 |
40 | 0.986719937521943 | 0.0265601249561136 | 0.0132800624780568 |
41 | 0.981301615584333 | 0.0373967688313340 | 0.0186983844156670 |
42 | 0.96873776751615 | 0.0625244649677012 | 0.0312622324838506 |
43 | 0.952432826146645 | 0.09513434770671 | 0.047567173853355 |
44 | 0.941607640056503 | 0.116784719886993 | 0.0583923599434966 |
45 | 0.911769549251577 | 0.176460901496845 | 0.0882304507484225 |
46 | 0.873506709175368 | 0.252986581649265 | 0.126493290824632 |
47 | 0.826723755437437 | 0.346552489125126 | 0.173276244562563 |
48 | 0.761408104221401 | 0.477183791557199 | 0.238591895778599 |
49 | 0.68612921848411 | 0.62774156303178 | 0.31387078151589 |
50 | 0.976658403347915 | 0.0466831933041691 | 0.0233415966520846 |
51 | 0.998358214797964 | 0.00328357040407267 | 0.00164178520203633 |
52 | 0.999719370570747 | 0.000561258858505697 | 0.000280629429252849 |
53 | 0.998513030575421 | 0.00297393884915722 | 0.00148696942457861 |
54 | 0.996828305563862 | 0.00634338887227504 | 0.00317169443613752 |
55 | 0.98967111035173 | 0.0206577792965402 | 0.0103288896482701 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 4 | 0.0784313725490196 | NOK |
5% type I error level | 17 | 0.333333333333333 | NOK |
10% type I error level | 21 | 0.411764705882353 | NOK |